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陈烨
副教授
博士

电话:(010)8395-1165
电子邮件:zoeyechen_cueb@163.com
办公室:安工楼211
CV下载:cv_zoe_20160309.pdf

Personal Details
- Degree: Ph.D. in Economics
- Research Interest: Financial Econometrics

Educational Background
- 2009-2014 Ph.D. Economics, Singapore Management University 
- 2003-2007 B.A. Finance, Shandong University

Working Experience
- Jan 2017-Now, Associate Professor, International School of Economics and Management, Capital University of Economics and Business
- Sep 2015-Jan 2017, Assistant Professor, International School of Economics and Management, Capital University of Economics and Business
- Jul 2014-Jul 2015, Postdoctoral Research Fellow, Sim Kee Boon Institute for Financial Economics Singapore Management University

Publications
- “Optimal Jackknife for Unit Root Models” with Jun Yu, ( Statistics and Probability Letters,99 (2015):135-142. ).

Working Papers
1. “Restricted Maximum Likelihood Ratio Test in Predictive Regression” with Peter C.B. Phillips (revise and resubmit request from the Journal of Econometrics).
2. “Limit Theory for Continuous Time Cointegrated Systems with Moderately Explosive Regressors”    with Peter C.B. Phillips and Jun Yu (revise and resubmit to the Journal of Econometrics).

Conferences & Presentations
2012 
1. Center for Financial Econometric Brown Bag Seminar Series, Singapore Management University 
2. The 22nd NZESG Meeting, Reserve Bank of New Zealand Wellington, New Zealand
2013 
1. International Conference of Financial Econometrics, Shandong University, China 
2. Econometric Seminar Series, Renmin University, China
2014 
1.SMU-NTU-HUE-HU International Conference on Economics and Econometrics, Japan 
2. CCER Seminar, Peking University, China
3. International Conference in Econometrics, Tsinghua University, China
4. School of International Trade and Economics Seminar, UIBE, China
2015 
1. Princeton-QUT-SJTU-SMU conference, Singapore
2. 2015 IEEE Symposium on Analytics and Risk in Complex Management System, China
2016 
1. 2016 Meeting of Young Econometricians in Asian-Pacific (YEAP) Region, China

Refereeing Activity
Econometric Theory, Econometric Reviews, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Econometrics.